+116.5%
UAL vs CBOE
+202.6%
-86.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -1.7% |
| 7D | -3.0% | +6.3% | -9.3% | -2.9% |
| 30D | +10.5% | +24.9% | -14.5% | +10.9% |
| 3M | -13.5% | +28.5% | -41.9% | -13.0% |
| 6M | +14.2% | +2.9% | +11.3% | +16.1% |
| YTD | -2.2% | +50.7% | -52.9% | -3.1% |
| 1Y | +12.5% | +45.5% | -33.0% | +11.8% |
| 3Y | +186.8% | +116.3% | +70.5% | +158.8% |
| All | +116.5% | +202.6% | -86.1% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling